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Roberto Violi

Personal Details

First Name:Roberto
Middle Name:
Last Name:Violi
Suffix:
RePEc Short-ID:pvi163
Banca d'Italia via Nazionale 91 Rome Italy 00184
+390647924108

Affiliation

Banca d'Italia

Roma, Italy
http://www.bancaditalia.it/

:

Via Nazionale, 91 - 00184 Roma
RePEc:edi:bdigvit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Giovanni Dosi & Marcello Minenna & Andrea Roventini & Roberto Violi, 2018. "Making the Eurozone work: a risk-sharing reform of the European Stability Mechanism," LEM Papers Series 2018/20, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  2. Roberto Violi, 2010. "Credit ratings in structured finance and the role of systemic risk," Temi di discussione (Economic working papers) 774, Bank of Italy, Economic Research and International Relations Area.
  3. Molnar, Jozsef & Violi, Roberto & Zhou, Xiaolan, 2010. "Multimarket Contact in Italian Retail Banking: Competition and Welfare," MPRA Paper 48610, University Library of Munich, Germany, revised May 2013.
  4. Panetta, F. & Violi, R., 1999. "Is there an Equity Premium Puzzle in Italy? A Look at Asset Returns, Consumption and Financial Structure Data Over the Last Century," Papers 353, Banca Italia - Servizio di Studi.
  5. Fornari, F. & Violi, R., 1998. "The Probability Density Function of Interest Rates Implied in the Price of Options," Papers 339, Banca Italia - Servizio di Studi.
  6. Angeloni, I. & Violi, R., 1997. "Long-Term Interest Rate Convergence in Europe and the Probability of EMU," Papers 322, Banca Italia - Servizio di Studi.
  7. M. G O'Callaghan & Karl F Habermeier & Roberto Violi & S. G. B. Henry & J. H. Green, 1994. "Recent Fiscal Developments in the European Countries of the G-7," IMF Policy Discussion Papers 94/13, International Monetary Fund.
  8. R. Violi, 1985. "L'analisi delle interdipendenze settoriali in un contesto intertemporale: i modelli teorici e la verifica econometrica," Working Papers 12, Dipartimento Scienze Economiche, Universita' di Bologna.
  9. R. Violi, 1985. "Sentiero di traversa e convergenza," Working Papers 14, Dipartimento Scienze Economiche, Universita' di Bologna.
  10. R. Violi, 1985. "Financial Panic, Rational Expectations (Equilibrium) and Chaotic Dynamics: Power and Limits of Financial Market Stabilization under Stocastic Money Interest Rate and the Role of Internationl Asymmetri," Working Papers 19, Dipartimento Scienze Economiche, Universita' di Bologna.

Articles

  1. Molnar, Jozsef & Violi, Roberto & Zhou, Xiaolan, 2013. "Multimarket contact in Italian retail banking: Competition and welfare," International Journal of Industrial Organization, Elsevier, vol. 31(5), pages 368-381.
  2. Gonzalez, F. & Haas, F. & Johannes, R. & Persson, M. & Toledo, L. & Violi, R. & Zins, C. & Wieland, M., 2004. "Market dynamics associated with credit ratings: a literature review," Financial Stability Review, Banque de France, issue 4, pages 53-76, June.
  3. Francesco Drudi & Roberto Violi, 1999. "Structure par terme des taux d'intérêt, volatilité et primes de risque : applications au marché de l'Eurolire," Économie et Prévision, Programme National Persée, vol. 140(4), pages 21-34.
  4. Bollino, Carlo Andrea & Violi, Roberto, 1990. "GAITL: A generalised version of the almost ideal and translog demand systems," Economics Letters, Elsevier, vol. 34(2), pages 127-129, October.

Chapters

  1. Roberto Violi, 2011. "Optimal active portolio management and relative performance drivers: theory and evidence," BIS Papers chapters, in: Bank for International Settlements (ed.), Portfolio and risk management for central banks and sovereign wealth funds, volume 58, pages 187-209, Bank for International Settlements.
  2. Wolfgang Schulte & Roberto Violi, 2002. "Interactions between cash and derivatives bond markets: some evidence for the euro area," BIS Papers chapters, in: Bank for International Settlements (ed.), Market functioning and central bank policy, volume 12, pages 222-267, Bank for International Settlements.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Molnar, Jozsef & Violi, Roberto & Zhou, Xiaolan, 2010. "Multimarket Contact in Italian Retail Banking: Competition and Welfare," MPRA Paper 48610, University Library of Munich, Germany, revised May 2013.

    Cited by:

    1. Laser, Falk & Hellwig, Michael, 2019. "Agony of Choice – Trading off Stability and Competition in the Banking Markets," Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203536, Verein für Socialpolitik / German Economic Association.
    2. Elisabeth Honka & Ali Hortaçsu & Maria Ana Vitorino, 2017. "Advertising, consumer awareness, and choice: evidence from the U.S. banking industry," RAND Journal of Economics, RAND Corporation, vol. 48(3), pages 611-646, August.
    3. Brito, Duarte & Ribeiro, Ricardo & Vasconcelos, Helder, 2013. "Quantifying the Coordinated Effects of Partial Horizontal Acquisitions," CEPR Discussion Papers 9536, C.E.P.R. Discussion Papers.
    4. Ari Hyytinen & Frode Steen & Otto Toivanen, 2018. "Cartels Uncovered," American Economic Journal: Microeconomics, American Economic Association, vol. 10(4), pages 190-222, November.
    5. Temesvary, Judit, 2015. "Dynamic branching and interest rate competition of commercial banks: Evidence from Hungary," International Journal of Industrial Organization, Elsevier, vol. 43(C), pages 98-110.
    6. Hellwig, Michael & Laser, Falk Hendrik, 2019. "Bank mergers in the financial crisis: A competition policy perspective," ZEW Discussion Papers 19-047, ZEW - Leibniz Centre for European Economic Research.
    7. Deuflhard, Florian, 2018. "Quantifying inertia in retail deposit markets," SAFE Working Paper Series 223, Leibniz Institute for Financial Research SAFE.
    8. Haizhen Lin & Ian M. McCarthy, 2018. "Multimarket Contact in Health Insurance: Evidence from Medicare Advantage," NBER Working Papers 24486, National Bureau of Economic Research, Inc.
    9. Saadet Kasman & Adnan Kasman, 2016. "Multimarket contact, market power and financial stability in the Turkish banking industry," Empirical Economics, Springer, vol. 50(2), pages 361-382, March.

  2. Panetta, F. & Violi, R., 1999. "Is there an Equity Premium Puzzle in Italy? A Look at Asset Returns, Consumption and Financial Structure Data Over the Last Century," Papers 353, Banca Italia - Servizio di Studi.

    Cited by:

    1. Andrea Tiseno & Monica Paiella, 2006. "Stock market optimism and participation cost: a mean-variance estimation," 2006 Meeting Papers 714, Society for Economic Dynamics.
    2. Luigi Guiso & Tullio Jappelli, 2000. "Household Portfolios in Italy," CSEF Working Papers 43, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
    3. Pelizzon, Loriana & Weber, Guglielmo, 2009. "Efficient portfolios when housing needs change over the life cycle," Journal of Banking & Finance, Elsevier, vol. 33(11), pages 2110-2121, November.
    4. Guiso, Luigi & Jappelli, Tullio, 2005. "Awareness and stock market participation," CFS Working Paper Series 2005/29, Center for Financial Studies (CFS).
    5. Grande, Giuseppe & Ventura, Luigi, 2002. "Labor income and risky assets under market incompleteness: Evidence from Italian data," Journal of Banking & Finance, Elsevier, vol. 26(2-3), pages 597-620, March.
    6. Stefano Siviero & Daniele Terlizzese & Ignazio Visco, 1999. "Are model-based inflation forecasts used in monetary policymaking? A case study," Temi di discussione (Economic working papers) 357, Bank of Italy, Economic Research and International Relations Area.
    7. Ottavio Ricchi & Adolfo Di Carluccio & Cecilia Frale, 2004. "Do Privatizations Boost Household Shareholding? Evidence from Italy," Working Papers 2004.3, Fondazione Eni Enrico Mattei.
    8. Massimo Caruso, 2006. "Stock market fluctuations and money demand in Italy, 1913-2003," Temi di discussione (Economic working papers) 576, Bank of Italy, Economic Research and International Relations Area.
    9. Maria Elena Bontempi & Roberto Golinelli, 2012. "The effect of neglecting the slope parameters’ heterogeneity on dynamic models of corporate capital structure," Quantitative Finance, Taylor & Francis Journals, vol. 12(11), pages 1733-1751, November.

  3. Fornari, F. & Violi, R., 1998. "The Probability Density Function of Interest Rates Implied in the Price of Options," Papers 339, Banca Italia - Servizio di Studi.

    Cited by:

    1. Stefano Siviero & Daniele Terlizzese & Ignazio Visco, 1999. "Are model-based inflation forecasts used in monetary policymaking? A case study," Temi di discussione (Economic working papers) 357, Bank of Italy, Economic Research and International Relations Area.
    2. Marcello Pericoli, 2005. "Can option smiles forecast changes in interest rates? An application to the US, the UK and the euro area," Temi di discussione (Economic working papers) 545, Bank of Italy, Economic Research and International Relations Area.
    3. Martin Mandler, 2002. "Extracting Market Expectations from Option Prices: Two Case Studies in Market Perceptions of the ECB's Monetary Policy 1999/2000," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 138(II), pages 165-189, June.

  4. Angeloni, I. & Violi, R., 1997. "Long-Term Interest Rate Convergence in Europe and the Probability of EMU," Papers 322, Banca Italia - Servizio di Studi.

    Cited by:

    1. Lucia Quaglia, 2003. "European Monetary Integration and the ‘Constitutionalization’ of Macroeconomic Policy Making," Constitutional Political Economy, Springer, vol. 14(3), pages 235-251, September.
    2. Favero, Carlo A. & Giavazzi, Francesco & Iacone, Fabrizio & Tabellini, Guido, 1997. "Extracting Information from Asset Prices: The Methodology of EMU Calculators," CEPR Discussion Papers 1676, C.E.P.R. Discussion Papers.
    3. Abaffy, Jozsef & Bertocchi, Marida & Dupacova, Jitka & Giacometti, Rosella & Huskova, Marie & Moriggia, Vittorio, 2003. "A nonparametric model for analysis of the EURO bond market," Journal of Economic Dynamics and Control, Elsevier, vol. 27(6), pages 1113-1131, April.
    4. Angeloni, Ignazio & Ciccarelli, Matteo & Aucremanne, Luc, 2006. "Price setting and inflation persistence: did EMU matter?," Working Paper Series 597, European Central Bank.
    5. Anne Frémont & Jacques Mélitz & Frédéric Zumer, 2000. "Discrimination par le marché entre les dettes des États membres de l'UEM," Sciences Po publications info:hdl:2441/763, Sciences Po.
    6. Alberto Baffigi & Marcello Pagnini & Fabio Quintiliani, 1999. "Industrial District and Local Banks: Do the Twins Ever Meet?," Temi di discussione (Economic working papers) 347, Bank of Italy, Economic Research and International Relations Area.
    7. Livio Stracca, "undated". "Economics and Politics: Interest Rate Convergence in Europe and EMU," Discussion Papers in European Economics 99/6, Division of Economics, School of Business, University of Leicester.
    8. Bates, David S., 1999. "Financial markets' assessments of EMU," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 51(1), pages 229-269, December.
    9. Martin Cincibuch & Matrina Horníková, 2008. "Measuring the Financial Markets’ Perception of EMU Enlargement: The Role of Ambiguity Aversion," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 58(05-06), pages 210-230, August.

  5. R. Violi, 1985. "Sentiero di traversa e convergenza," Working Papers 14, Dipartimento Scienze Economiche, Universita' di Bologna.

    Cited by:

    1. Fabrizio Patriarca, 2010. "Time-to-build obsolescence and the technological paradox," Working Papers 6, Doctoral School of Economics, Sapienza University of Rome, revised 2010.
    2. A. Mantovi & A. Schianchi, 2015. "A Neo-Austrian perspective on the value of growth prospects," Economics Department Working Papers 2015-EP01, Department of Economics, Parma University (Italy).

Articles

  1. Molnar, Jozsef & Violi, Roberto & Zhou, Xiaolan, 2013. "Multimarket contact in Italian retail banking: Competition and welfare," International Journal of Industrial Organization, Elsevier, vol. 31(5), pages 368-381.
    See citations under working paper version above.
  2. Gonzalez, F. & Haas, F. & Johannes, R. & Persson, M. & Toledo, L. & Violi, R. & Zins, C. & Wieland, M., 2004. "Market dynamics associated with credit ratings: a literature review," Financial Stability Review, Banque de France, issue 4, pages 53-76, June.

    Cited by:

    1. Genre, Véronique & Momferatou, Daphne & Mourre, Gilles, 2005. "Wage diversity in the euro area - an overview of labour cost differentials across industries," Occasional Paper Series 24, European Central Bank.
    2. González, Fernando & Coppens, François & Winkler, Gerhard, 2007. "The performance of credit rating systems in the assessment of collateral used in Eurosystem monetary policy operations," Occasional Paper Series 65, European Central Bank.
    3. Alexander B. Matthies, 2013. "Statistical properties and stability of ratings in a subset of US firms," SFB 649 Discussion Papers SFB649DP2013-002, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    4. Grothe, Magdalena, 2013. "Market pricing of credit rating signals," Working Paper Series 1623, European Central Bank.
    5. Vesala, Jukka & Poloni, Paolo & Mörttinen, Leena & Sandars, Patrick, 2005. "Analysing banking sector conditions - How to use macro-prudential indicators," Occasional Paper Series 26, European Central Bank.
    6. Henrik Enderlein & Johannes Lindner & Oscar Calvo-Gonzalez & Raymond Ritter, 2005. "The EU budget – how much scope for institutional reform?," Public Economics 0509005, University Library of Munich, Germany.
    7. Dorrucci, Ettore & Gavilá, Sergio & Kreye, Antje & Rautava, Jouko & Balcao Reis, Teresa & Ghirga, Maurizio & Levy-Rueff, Guy & González-Mota, Emiliano & Leichtlein, Gudrun & Lagerblom, Angelika & Come, 2006. "The accumulation of foreign reserves," Occasional Paper Series 43, European Central Bank.
    8. Anderton, Robert & Melyn, Wim & Jochem, Alex & Pakinezou, N M & Torres, Javier & Lecat, Remy & Tedeschi, Roberto & Eggelte, Jurriann & Abreu, Ildeberta & Kinnunen, Helvi & Oliveira-Soares, Rodrigo & N, 2005. "Competitiveness and the export performance of the euro area," Occasional Paper Series 30, European Central Bank.
    9. Hartmann, Philipp & Papaioannou, Elias & Lo Duca, Marco & Heider, Florian, 2007. "The role of financial markets and innovation in productivity and growth in Europe," Occasional Paper Series 72, European Central Bank.
    10. Borio, Claudio & Zhu, Haibin, 2012. "Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism?," Journal of Financial Stability, Elsevier, vol. 8(4), pages 236-251.
    11. Winkler, Adalbert & Geis, André & Böwer, Uwe, 2007. "Commodity price fluctuations and their impact on monetary and fiscal policies in Western and Central Africa," Occasional Paper Series 60, European Central Bank.
    12. Sánchez Muñoz, Carlos & Israël, Jean-Marc, 2007. "Towards harmonised balance of payments and international investment position statistics - the experience of the European compilers," Occasional Paper Series 67, European Central Bank.
    13. Asta Klimaviciene, 2011. "Sovereign Credit Rating Announcements and Baltic Stock Markets," Organizations and Markets in Emerging Economies, Faculty of Economics, Vilnius University, vol. 2(1).
    14. Giammarioli, Nicola & Nickel, Christiane & Rother, Philipp & Vidal, Jean-Pierre, 2007. "Assessing fiscal soundness: theory and practice," Occasional Paper Series 56, European Central Bank.
    15. Sturm, Michael & Gurtner, François, 2007. "Fiscal policy in Mediterranean countries: developments, structures and implications for monetary policy," Occasional Paper Series 69, European Central Bank.
    16. Van Rixtel, Adrian & Garcí­a, Juan Angel, 2007. "Inflation-linked bonds from a Central Bank perspective," Occasional Paper Series 62, European Central Bank.
    17. Russo, Daniela & Hart, Terry L. & Malaguti, Maria Chiara & Papathanassiou, Chryssa, 2004. "Governance of securities clearing and settlement systems," Occasional Paper Series 21, European Central Bank.
    18. Mizen, Paul & Tsoukas, Serafeim, 2012. "Forecasting US bond default ratings allowing for previous and initial state dependence in an ordered probit model," International Journal of Forecasting, Elsevier, vol. 28(1), pages 273-287.
    19. Eleimon Gonis & Salima Paul & Jon Tucker, 2012. "Rating or no rating? That is the question: an empirical examination of UK companies," The European Journal of Finance, Taylor & Francis Journals, vol. 18(8), pages 709-735, September.
    20. Schönenberger, Andreas & Schmiedel, Heiko, 2005. "Integration of securities market infrastructure in the euro area," Occasional Paper Series 33, European Central Bank.
    21. Eleimon Gonis & Peter Taylor, 2009. "Changing credit rating standards in the UK: empirical evidence from 1999 to 2004," Applied Financial Economics, Taylor & Francis Journals, vol. 19(3), pages 213-225.
    22. Russo, Daniela & Caviglia, Giacomo & Papathanassiou, Chryssa & Rosati, Simonetta, 2007. "Prudential and oversight requirements for securities settlement," Occasional Paper Series 76, European Central Bank.
    23. Maddaloni, Angela & Pain, Darren, 2004. "Corporate "excesses" and financial market dynamics," Occasional Paper Series 17, European Central Bank.
    24. González, Fernando & Haas, François & Johannes, Ronald & Persson, Mattias & Toledo, Liliana & Violi, Roberto & Wieland, Martin & Zins, Carmen, 2004. "Market dynamics associated with credit ratings: a literature review," Occasional Paper Series 16, European Central Bank.
    25. Schuknecht, Ludger & Morris, Richard & Ongena, Hedwig, 2006. "The reform and implementation of the Stability and Growth Pact," Occasional Paper Series 47, European Central Bank.
    26. Winkler, Adalbert & Geisler, Klaus-Dieter & del Río, Pedro & Pouvelle, Cyril & Golden, Brian & Vasjukova, Marina & Szalai, Zoltán & Dijkman, Miquel & Gǎlǎţescu, Anca Adriana & Noč, Matjaž & de-Alessi,, 2006. "Macroeconomic and financial stability challenges for acceding and candidate countries," Occasional Paper Series 48, European Central Bank.
    27. Martin Sullivan, 2009. "Credit Ratings and UK Defined Pension Fund Portfolio Values," Working Papers 0909, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol.
    28. Martin, Reiner & Roma, Moreno & Vansteenkiste, Isabel, 2005. "Regulatory reforms in selected EU network industries," Occasional Paper Series 28, European Central Bank.
    29. Alexander B. Matthies, 2013. "Empirical Research on Corporate Credit-Ratings: A Literature Review," SFB 649 Discussion Papers SFB649DP2013-003, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    30. Petschnigg, Reinhard, 2005. "The institutional framework for financial market policy in the USA seen from an EU perspective," Occasional Paper Series 35, European Central Bank.
    31. Benalal, Nicholai & Diaz del Hoyo, Juan Luis & Pierluigi, Beatrice & Vidalis, Nick, 2006. "Output growth differentials across the euro area countries: some stylised facts," Occasional Paper Series 45, European Central Bank.
    32. Antonio Di Cesare, 2006. "Do market-based indicators anticipate rating agencies? Evidence for international banks," Temi di discussione (Economic working papers) 593, Bank of Italy, Economic Research and International Relations Area.
    33. Kenny, Geoff & Genre, Véronique & Bowles, Carlos & Friz, Roberta & Meyler, Aidan & Rautanen, Tuomas, 2007. "The ECB survey of professional forecasters (SPF) - A review after eight years' experience," Occasional Paper Series 59, European Central Bank.
    34. de Bondt, Gabe & Ferrando, Annalisa & Berg, Jesper & Van Rixtel, Adrian & Scopel, Silvia, 2005. "The bank lending survey for the euro area," Occasional Paper Series 23, European Central Bank.
    35. di Mauro, Filippo & Baumann, Ursel, 2007. "Globalisation and euro area trade - interactions and challenges," Occasional Paper Series 55, European Central Bank.
    36. Wolswijk, Guido & de Haan, Jakob, 2005. "Government debt management in the euro area - recent theoretical developments and changes in practices," Occasional Paper Series 25, European Central Bank.
    37. Krishna Reddy & Rudi Bosman & Nawazish Mirza, 2019. "Impact Of Credit Ratings On Stock Returns," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 21(3), pages 1-24, January.
    38. Picón Aguilar, Carmen & Damia, Violetta, 2006. "Quantitative quality indicators for statistics: an application to euro area balance of payment," Occasional Paper Series 54, European Central Bank.
    39. Stiegert, Roger & Leiner-Killinger, Nadine & López Pérez, Víctor & Vitale, Giovanni, 2007. "Structural reforms in EMU and the role of monetary policy: a survey of the literature," Occasional Paper Series 66, European Central Bank.
    40. Turunen, Jarkko & Musso, Alberto & Stocker, Marc & Gómez-Salvador, Ramón, 2006. "Labour productivity developments in the euro area," Occasional Paper Series 53, European Central Bank.
    41. de Beaufort Wijnholds, Johannes Onno & Søndergaard, Lars, 2007. "Reserve accumulation: objective or by-product?," Occasional Paper Series 73, European Central Bank.
    42. Bindseil, Ulrich & Papadia, Francesco, 2006. "Credit risk mitigation in central bank operations and its effects on financial markets: the case of the Eurosystem," Occasional Paper Series 49, European Central Bank.
    43. Arratibel, Olga & Heinz, Frigyes Ferdinand & Martin, Reiner & Przybyla, Marcin & Rawdanowicz, Lukasz & Serafini, Roberta & Zumer, Tina, 2007. "Determinants of growth in the central and eastern European EU member states - a production function approach," Occasional Paper Series 61, European Central Bank.
    44. Karl Whelan & Filippo Altissimo & Evaggelia Georgiou & Teresa Sastre & Maria Teresa Valderrama & Gabriel Sterne & Marc Stocker & Mark Weth & Alpo Willman, 2005. "Wealth and asset price effects on economic activity," Open Access publications 10197/210, School of Economics, University College Dublin.
    45. Mattarocci, Gianluca, 2005. "Il rapporto tra impresa e agenzia di rating: la soluzione del multi-rating," MPRA Paper 4295, University Library of Munich, Germany, revised Mar 2005.
    46. Elif Korkmaz & Ersin Firat Akg¨¹l & Secil Sigali, 2017. "Determinants of Credit Rating Actions: Evidence from International Maritime Companies," Business and Management Horizons, Macrothink Institute, vol. 5(2), pages 60-83, December.
    47. Sturm, Michael & Siegfried, Nikolaus, 2005. "Regional monetary integration in the member states of the Gulf Cooperation Council," Occasional Paper Series 31, European Central Bank.
    48. Schmiedel, Heiko, 2007. "The economic impact of the Single Euro Payments Area," Occasional Paper Series 71, European Central Bank.
    49. Dierick, Frank & Pires, Fatima & Scheicher, Martin & Spitzer, Kai Gereon, 2005. "The New Basel Capital Framework and its implementation in the European Union," Occasional Paper Series 42, European Central Bank.
    50. Russo, Daniela & Rosati, Simonetta & Chan, Diana & Fontan, Florence, 2007. "The securities custody industry," Occasional Paper Series 68, European Central Bank.
    51. Mehl, Arnaud & Geis, André & Wredenborg, Stefan, 2004. "The international role of the euro: evidence from bonds issued by non-euro area residents," Occasional Paper Series 18, European Central Bank.
    52. Ehrmann, Michael & Smets, Frank & Altissimo, Filippo, 2006. "Inflation persistence and price-setting behaviour in the euro area: a summary of the IPN evidence," Occasional Paper Series 46, European Central Bank.
    53. Huong Dang & Graham Partington, 2014. "Rating Migrations: The Effect of History and Time," Abacus, Accounting Foundation, University of Sydney, vol. 50(2), pages 174-202, June.
    54. Annenkov, Anatoli & Madaschi, Christophe, 2005. "Labour productivity in the Nordic EU countries: a comparative overview and explanatory factors 1980-2004," Occasional Paper Series 39, European Central Bank.
    55. Thimann, Christian & Drage, John & Nikitin, Minna & Just, Christian & Pauli, Rolf & Committeri, Marco & Weber, Pierre-François & Fernández de Lis, Santiago & von Stenglin, Stephan & Hollensen, Ole & B, 2005. "Managing financial crises in emerging market economies - experience with the involvement of private sector creditors," Occasional Paper Series 32, European Central Bank.
    56. Oussama Ben Hmiden & Tanguy Meigné, 2018. "The impact of bank rating changes on lending in major European banks," Economics Bulletin, AccessEcon, vol. 38(1), pages 638-649.
    57. Thimann, Christian & Skala, Martin & Wölfinger, Regine, 2007. "The search for Columbus' egg: finding a new formula to determine quotas at the IMF," Occasional Paper Series 70, European Central Bank.
    58. Mongelli, Francesco Paolo & Dorrucci, Ettore & Agur, Itai, 2005. "What does European institutional integration tell us about trade integration?," Occasional Paper Series 40, European Central Bank.
    59. Bindseil, Ulrich & Sotamaa, Kai & Amado, Ricardo & Honings, Noëlle & Chiappa, Gigliola & Boux, Bérénice & Föttinger, Wolfgang & Ledoyen, Pierre & Schwartzlose, Henrik & van der Hoorn, Han & Monar, Fer, 2007. "The use of portfolio credit risk models in central banks," Occasional Paper Series 64, European Central Bank.
    60. Roma, Moreno & Janger, Jürgen & Gerritsen, Mathijs & Schivardi, Fabiano & O'Brien, Derry & Chauvin, Valérie & Lopez-Garcia, Paloma & Yusupová, Elena & Amador, João & Walch, Erik & van Riet, Ad & Nicol, 2006. "Competition, productivity and prices in the euro area services sector," Occasional Paper Series 44, European Central Bank.
    61. Beck, Roland & Kamps, Annette & Mileva, Elitza, 2007. "Long-term growth prospects for the Russian economy," Occasional Paper Series 58, European Central Bank.
    62. Apergis, Nicholas & Payne, James E. & Tsoumas, Chris, 2011. "Credit rating changes’ impact on banks: evidence from the US banking industry," MPRA Paper 35647, University Library of Munich, Germany.
    63. Angeloni, Ignazio & Flad, Michael & Mongelli, Francesco Paolo, 2005. "Economic and monetary integration of New Member States - helping to chart the route," Occasional Paper Series 36, European Central Bank.

  3. Bollino, Carlo Andrea & Violi, Roberto, 1990. "GAITL: A generalised version of the almost ideal and translog demand systems," Economics Letters, Elsevier, vol. 34(2), pages 127-129, October.

    Cited by:

    1. De Zhou & Xiaohua Yu & Thomas Herzfeld, 2015. "Dynamic food demand in urban China," China Agricultural Economic Review, Emerald Group Publishing, vol. 7(1), pages 27-44, February.
    2. Haryo Kuncoro, 2018. "The impact of government consumption on the private expenditures in developing country: the case of Indonesia," Business and Economic Horizons (BEH), Prague Development Center, vol. 14(1), pages 1-16, January.
    3. Umar Farooq & Trevor Young & Muhammad, 1999. "An Investigation into the Farm Households Consumption Patterns in Punjab, Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 38(3), pages 293-305.
    4. Alston, Julian M. & Chalfant, James A. & Piggott, Nicholas E., 1998. "A Globally Flexible Model of the Effects of Generic Advertising of Beef and Pork on U.S. Meat Demand," 1998 Annual meeting, August 2-5, Salt Lake City, UT 269838, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    5. Liu, Kang Ernest, 2006. "A Quadratic Generalization of the Almost Ideal and Translog Demand Systems: An Application to Food Demand in Urban China," 2006 Annual meeting, July 23-26, Long Beach, CA 21387, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    6. Marsh, Thomas L. & Piggott, Nicholas E., 2013. "Measuring Pre-Commited Quantities Through Consumer Price Formation," 2013 Conference (57th), February 5-8, 2013, Sydney, Australia 152165, Australian Agricultural and Resource Economics Society.
    7. Panayiota Lyssiotou & Panos Pashardes & Thanasis Stengos, 2001. "Nesting Quadratic Logarithmic Demand Systems," University of Cyprus Working Papers in Economics 0201, University of Cyprus Department of Economics.
    8. Wang, Qingbin & Halbrendt, Catherine & Johnson, Stanley R., 1996. "A non-nested test of the AIDS vs. the translog demand system," Economics Letters, Elsevier, vol. 51(2), pages 139-143, May.
    9. Alston, Julian M. & Chalfant, James A. & Rhamezani, Ahmand, 1991. "Testing the Translog and Almost Ideal Specifications in Demand Systems," 1991 Annual Meeting, August 4-7, Manhattan, Kansas 271253, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    10. Fiamohe, Rose E. & Kinkpé, A. Thierry, 2016. "Analysing potential demand for local rice in West Africa," 2016 Fifth International Conference, September 23-26, 2016, Addis Ababa, Ethiopia 249281, African Association of Agricultural Economists (AAAE).

Chapters

  1. Wolfgang Schulte & Roberto Violi, 2002. "Interactions between cash and derivatives bond markets: some evidence for the euro area," BIS Papers chapters, in: Bank for International Settlements (ed.), Market functioning and central bank policy, volume 12, pages 222-267, Bank for International Settlements.

    Cited by:

    1. Antzoulatos, Angelos A., 2002. "Benchmark yield undershooting in the E.M.U," HWWA Discussion Papers 191, Hamburg Institute of International Economics (HWWA).
    2. Ben-Abdallah, Ramzi & Ben-Ameur, Hatem & Breton, Michèle, 2009. "An analysis of the true notional bond system applied to the CBOT T-bond futures," Journal of Banking & Finance, Elsevier, vol. 33(3), pages 534-545, March.
    3. Antzoulatos, Angelos A., 2002. "Benchmark Yield Undershooting in the E.M.U," Discussion Paper Series 26207, Hamburg Institute of International Economics.
    4. Philip D Wooldridge, 2001. "The emergence of new benchmark yield curves," BIS Quarterly Review, Bank for International Settlements, December.
    5. Christian Upper & Thomas Werner, 2002. "How resilient are financial markets to stress? Bund futures and bonds during the 1998 turbulence," BIS Papers chapters, in: Bank for International Settlements (ed.), Market functioning and central bank policy, volume 12, pages 110-123, Bank for International Settlements.
    6. Bank for International Settlements, 2007. "Financial stability and local currency bond markets," CGFS Papers, Bank for International Settlements, number 28.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (1) 2010-10-23
  2. NEP-EEC: European Economics (1) 2018-07-16
  3. NEP-FMK: Financial Markets (1) 2010-10-23
  4. NEP-RMG: Risk Management (1) 2010-10-23

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